egttools.numerical.linear_operator.make_transition_operator

make_transition_operator(operator)

Wrap a PairwiseComparisonTransitionOperator as a scipy LinearOperator for P^T.

The returned LinearOperator A satisfies: - A @ x computes y = P^T x (matvec) - A.T @ x computes y = P x (rmatvec)

The stationary distribution π is the leading eigenvector of P^T (eigenvalue = 1). Use scipy.sparse.linalg.eigs(A, k=1, which='LM') to find it.

Parameters:

operator (PairwiseComparisonTransitionOperator) – Fully constructed C++ transition operator.

Returns:

Shape (n, n) operator where n = operator.size.

Return type:

scipy.sparse.linalg.LinearOperator